+239.3%
KDP vs FN
+837.6%
-598.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.0% | +0.5% |
| 7D | +0.3% | +16.3% | -16.0% | -0.3% |
| 30D | +16.3% | -24.7% | +41.1% | +17.3% |
| 3M | +24.0% | -34.9% | +58.9% | +25.5% |
| 6M | +30.0% | -41.1% | +71.1% | +31.7% |
| YTD | +36.1% | -19.6% | +55.7% | +34.6% |
| 1Y | +46.8% | -18.5% | +65.4% | +44.9% |
| 3Y | +30.5% | +119.1% | -88.7% | +15.7% |
| 5Y | +17.9% | +206.9% | -189.0% | -1.2% |
| 10Y | +239.3% | +826.4% | -587.2% | +154.9% |
| All | +239.3% | +837.6% | -598.3% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling